"gravity furnaces" work by convection. Warm air enters the room at a "warm "wall and rizes to the ceiling where it cools and falls down the "cole" wall. Putting heat up the cold wall causes the air to cool and drop without circulating. Most "octopus" or "gravity" furnaces discharged heat close to the center of the house with the cold air returns nearthe floor in outside walls or in the floor near the outside walls - often under winfows causing the still warm-ish air to cause a "curtain effect" at the window, drawing the cold draft into the cold air return. This is why when gravity furnaces were replaced with forced air units the total ducting had to be re-done - with some installers simply reversing the air flow - making the returns the heat outlets and the outlets the returns.